+201.0%
GS vs VLTO
+54.1%
+146.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.2% |
| 7D | -6.3% | +12.0% | -18.3% | -9.8% |
| 30D | -3.1% | +20.8% | -24.0% | -9.2% |
| 3M | -17.7% | +20.1% | -37.8% | -22.7% |
| 6M | -4.6% | +32.6% | -37.2% | -14.6% |
| YTD | +0.3% | +17.3% | -17.0% | -5.0% |
| 1Y | +11.7% | +17.3% | -5.6% | +5.6% |
| 3Y | +183.6% | +66.9% | +116.7% | +139.2% |
| All | +201.0% | +54.1% | +146.9% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling